I have one of the Garrity headlamps just like the one above (got it for Christmas). Yep! the batteries last a long time and it does give quite a bit of light. I'm trying to become 'modern'.

Before that I carried (and still do) a candle lantern as also mentioned above. They work great.

Before that? For almost 10 years I carried an emergency candle. I'd either look for a pop can or buy a can of pop. The inside is fairly reflective. Just cut a hole in the side, make a few small X cuts in the sides, and hang it from a tree using a bungie. The next day, just deposit the aluminum can in the nearest trash can!

Of all of them, I use the candle lantern the most.